I thought if I posted this here, maybe somebody would have an answer for me. The manual says the Thieves' Tools can be used either of two ways:

1) Equip in either hand and use them.
2) Highlight them in the inventory screen and press B.

I've done every variation of both methods that I can think of, and all I ever get is a buzzer or nothing at all. I'm led to believe that either the tools weren't actually coded properly, or they aren't for unlocking doors at all (in which case, what the hell are they for?)